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source:"econis"
subject:"Theorie"
~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~person:"Attanasio, Orazio P."
~person:"Balli, Faruk"
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"Narayan, Seema"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Börsenkurs"
~subject:"Capital mobility"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
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Bayesian shrinkage
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Estimation
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Attanasio, Orazio P.
Balli, Faruk
Gupta, Rangan
Lindé, Jesper
Narayan, Seema
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Lee, Chien-chiang
10
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3
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International review of economics & finance : IREF
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
5
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
6
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
7
Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk
;
Hasan, Mudassar
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
Saved in:
8
Macroeconomic determinants of US corporate leverage
Narayan, Seema
;
Minh Ngoc Thi Bui
;
Ren, Yishuai
;
Ma, Chaoqun
- In:
Economic modelling
104
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013164214
Saved in:
9
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
10
Determinants of sector of holders international equity holdings
Balli, Faruk
;
Balli, Hatice Ozer
;
Basher, Syed Abul
; …
- In:
International review of economics & finance : IREF
63
(
2019
),
pp. 329-338
Persistent link: https://www.econbiz.de/10012321991
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